222 citations · 569 across the 70 of their papers we have counts for
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math.PR2005★ 2 cited
Remarks on some linear fractional stochastic equations
Ivan Nourdin, Ciprian A. Tudor
Using the multiple stochastic integrals we prove an existence and uniqueness result for a linear stochastic equation driven by the fractional Brownian motion with any Hurst paramet…
math.PR2005
Anticipating integrals and martingales on the Poisson space
Giovanni Peccati, Ciprian A. Tudor
Let be a standard compensated Poisson process on . We prove a new characterization of anticipating integrals of the Skorohod type with respect to $\tilde{N}…
math.PR2005
Martingale structure of Skorohod integral processes
Giovanni Peccati, Michèle Thieullen, Ciprian A. Tudor
Let the process Y(t) be a Skorohod integral process with respect to Brownian motion. We use a recent result by Tudor (2004), to prove that Y(t) can be represented as the limit of l…